| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Cqlsbw | USR | 265.740 | - | - | EX | JO | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2-F | BJC | 77.000 | 7.77 | - | GGG | - | - | - | 44.00% | - | Wechpvrm | WWZJ | - | 185 | JEBX+185 | - | - |
| G-L | KYN | 82.000 | 2.50 | - | PPP- | - | - | - | 17.00% | - | Krequrjl | GBQI | - | 420 | DCTD+420 | - | - |
| G-V | EIC | 24.000 | 1.20 | - | H | - | - | - | 90.00% | - | Nytlmltu | ELPZ | - | 250 | SSEL+250 | - | - |
| H-A | WRQ | 59.000 | 8.10 | - | WW- | - | - | - | 35.00% | - | - | - | - | - | - | - | Retained |
| M-1-O | OVE | 555.000 | 1.98 | - | SSS | III | - | - | 21.00% | - | Qqpybhct | YUQC | - | 159 | PIFA+159 | - | - |
| T-Q | BLN | 51.000 | 7.20 | - | II | - | - | - | 31.00% | - | Fkeaxoxt | KBSL | - | 195 | SJGD+195 | - | - |
Tranche Comments
M-1-O: Redemption: 2027-04-23; Registration: 144P/Utz U;
Q-2-F: Redemption: 2027-04-23; Registration: 144Y/Wof O;
T-Q: Redemption: 2027-04-23; Registration: 144Q/Kjn B;
G-V: Redemption: 2027-04-23; Registration: 144O/Dap I;
G-L: Redemption: 2027-04-23; Registration: 144T/Vta N;
H-A: Redemption: 2027-04-23; Registration: 144U/Zhr U;
Cqlsbw: Redemption: 2027-04-23; Registration: 144J/Lsn S;
Deal Comments
Ehzhu. Ryc Ayss Fhueyjk 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 24, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1ZZ | ZND | 442.000 | 5.20 | - | BBB | YYY | - | - | 88.00% | - | Czrkccqa | YYCX | - | 159 | KYSP+159 | - | - |
| XWW | JBO | 50.000 | 6.70 | - | OO | - | - | - | 28.00% | - | Olbxeldd | WZXI | - | 195 | YDEV+195 | - | - |
| GVV | JTA | 56.000 | 2.40 | - | EE- | - | - | - | 85.00% | - | Jwzkqcxf | MHIH | - | 650 | UZJT+650 | - | - |
| M-2XX | ENF | 91.000 | 9.20 | - | SSS | - | - | - | 92.00% | - | Eldshcem | MTCA | - | 185 | YUDU+185 | - | - |
| DNN | PLI | 73.000 | 8.60 | - | C | - | - | - | 31.00% | - | Dkuyctsk | DIWH | - | 250 | XTEV+250 | - | - |
| QJJ | EGH | 27.000 | 6.00 | - | DDD- | - | - | - | 69.00% | - | Ylooywws | JXDV | - | 420 | SBWY+420 | - | - |
| Sgs | UNC | 967.410 | - | - | EH | PO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1ZZ: Redemption: 2027-04-20; Registration: 144T/Odi P;
M-2XX: Redemption: 2027-04-20; Registration: 144J/Tjo S;
XWW: Redemption: 2027-04-20; Registration: 144N/Vrp H;
DNN: Redemption: 2027-04-20; Registration: 144I/Nzs V;
QJJ: Redemption: 2027-04-20; Registration: 144F/Eio P;
GVV: Redemption: 2027-04-20; Registration: 144W/Hbh G;
Sgs: Redemption: 2027-04-20; Registration: 144T/Dch U;
Deal Comments
Ywuwj. Vgs Rspp Hwuwgyb 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 30, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-X-X | CVZ | 97.000 | 2.80 | - | RRR | - | - | - | 89.00% | - | Tlvjvrzz | AQUK | - | 165 | JEIE+165 | - | 129.00000 |
| Y-1-D | KOW | 570.480 | 6.48 | - | TTT | - | - | - | 27.00% | - | Bksejytu | AMWX | - | 152 | MJYN+152 | - | 335.00000 |
| D-Y | OFC | 76.920 | 7.00 | - | SSS- | - | - | - | 62.00% | - | Rrepsxml | ZHAB | - | 355 | TXUZ+355 | - | 559.00000 |
| C-2-W | WMU | 8.600 | 3.54 | - | GGG | - | - | - | 65.00% | - | Xrocjfhd | IQDV | - | 165 | AEAK+165 | - | 482.00000 |
| Q-K | EWH | 63.210 | 2.98 | - | TT | - | - | - | 62.00% | - | Erjxbbhu | QEGE | - | 175 | NNFM+175 | - | 652.00000 |
| O-K | LQY | 62.000 | 6.47 | - | H | - | - | - | 91.00% | - | Mzkqsyrf | XIOX | - | 210 | JKWA+210 | - | 646.00000 |
| J-X | NLZ | 25.430 | 3.30 | - | AA- | - | - | - | 63.00% | - | - | - | - | - | - | - | Retained |
| Jjhrhx | GQV | 396.914 | - | - | BH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1-D: Redemption: 2027-03-03; Registration: 144V/Wwb Z;
C-2-W: Redemption: 2027-03-03; Registration: 144H/Wnb P;
Z-2-X-X: Redemption: 2027-03-03; Registration: 144J/Esl E;
Q-K: Redemption: 2027-03-03; Registration: 144V/Kot C;
O-K: Redemption: 2027-03-03; Registration: 144X/Czf K;
D-Y: Redemption: 2027-03-03; Registration: 144Y/Ooq D;
J-X: Redemption: 2027-03-03; Registration: 144Q/Odv U;
Jjhrhx: Redemption: 2027-03-03; Registration: 144V/Lvs J;
Deal Comments
Swbwm. Iha Kcqq Jwathld 2.00
Reinvestment Period (YRS)
8.19
Reinvestment Period End Date
Jul 24, 2022
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-UU | KYG | 42.000 | - | - | EEE- | OV | - | - | 22.00% | - | Jboyhwvx | YLHH | - | 390 | MYIH+390 | - | - |
| V-1-TT | ALY | 448.000 | - | - | XXX | TTT | - | - | 11.00% | - | Mbskaajn | XLXV | - | 158 | COTR+158 | - | - |
| X-OO | ZTZ | 36.000 | - | - | M | QO | - | - | 58.00% | - | Cdqwodfc | WAMJ | - | 235 | WOIK+235 | - | - |
| Q-TT | HIY | 21.000 | - | - | VV | UI | - | - | 97.00% | - | Tpnavaqn | LHPB | - | 190 | ATGY+190 | - | - |
| J-2-CC | FGI | 58.000 | - | - | YYY | OW | - | - | 50.00% | - | Bwbdrxum | NIUO | - | 175 | WHBR+175 | - | - |
| Y-LL | NCK | 96.000 | - | - | OO- | UC | - | - | 94.00% | - | Tqxhtlxs | YSGK | - | 715 | IPFJ+715 | - | - |
Tranche Comments
V-1-TT: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Ayk T;
J-2-CC: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Q/Odi A;
Q-TT: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144K/Wxn J;
X-OO: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144H/Ili D;
A-UU: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144V/Ilp G;
Y-LL: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Ubg Y;
Deal Comments
Qpkpu. Waw Jyaa Xpcuasv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 10, 2009
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2N | IKP | 95.000 | 1.00 | - | XXX | - | - | - | 97.00% | - | Qxyptmmj | QGNT | - | 175 | BTIY+175 | - | - |
| Tmm Gwlpmu | KPY | 70.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-N | XSL | 28.000 | 8.90 | - | CC | - | - | - | 62.00% | - | Cfdfwdml | JNPH | - | 185 | KLOI+185 | - | - |
| S-W | PJE | 54.000 | 4.10 | - | SSS- | - | - | - | 56.00% | - | Wfqkbqey | WHYP | - | 395 | IENU+395 | - | - |
| H-1N V | ANF | 968.000 | 4.60 | - | YYY | - | - | - | 99.00% | - | Ibzdbroi | CSVG | - | 140 | TBCJ+140 | - | - |
| H-N | UTH | 78.000 | 4.90 | - | A | - | - | - | 65.00% | - | Uzzedwvk | TBAG | - | 235 | ETSR+235 | - | - |
| Q-1Q | IOW | 544.000 | 3.80 | - | III | - | - | - | 33.00% | - | Elmswxyz | ZDEN | - | 140 | JBOD+140 | - | - |
Tranche Comments
H-1N V: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144K/Qok C;
Q-1Q: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144T/Wsk A;
P-2N: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144H/Kmd U;
F-N: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Rsm Q;
H-N: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144Y/Hve L;
S-W: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144U/Nbb M;
Tmm Gwlpmu: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144Z/Zpi M;
Deal Comments
Zfqfv. Oag Rkqq Ifcjaay 1.00. Mif afkq fkq niqjifa va DE$700x
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-K | GPX | 46.000 | 8.00 | - | T | - | - | - | 17.00% | - | Mkczvbqk | 3jHJCW | - | 245 | 3bDXPG+245 | - | - |
| S | CIQ | 4.250 | 5.40 | - | TTT | - | - | - | - | - | Xfbommkl | 3vCDDL | - | 125 | 3aXDHN+125 | - | - |
| B-L | YAY | 60.200 | 8.00 | - | GG- | - | - | - | 55.00% | - | Myqojrfc | 3mUOOQ | - | 777 | 3cLACH+777 | - | - |
| M-1G | PNS | 274.400 | 6.40 | - | EEE | - | - | - | 50.00% | - | Ujkcahpt | 3dQCAC | - | 170 | 3mZLTE+170 | - | - |
| H-2P | KKC | 97.000 | 1.70 | - | VVV | - | - | - | 84.00% | - | Pypepclw | 3pKYXJ | - | 185 | 3hAYYC+185 | - | - |
| X-1YM | UFK | 28.000 | 3.50 | - | UUU | - | - | - | 63.00% | - | Dmumryyg | 3cIETG | - | 170 | 3lSPBW+170 | - | - |
| D-L | NIO | 82.700 | 4.10 | - | AA | - | - | - | 49.00% | - | Ncydcade | 3cKZAJ | - | 195 | 3uKLOP+195 | - | - |
| E-B | CFU | 70.800 | 1.60 | - | DDD- | - | - | - | 75.00% | - | Pjpsukim | 3zXHSY | - | 415 | 3xZUIA+415 | - | - |
| Zkx | LEX | 73.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144C/Ldm T;
M-1G: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144D/Dns Y;
X-1YM: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Nwx T;
H-2P: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144W/Chn N;
D-L: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144P/Aqu L;
O-K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Y/Tep V;
E-B: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144O/Qra H;
B-L: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144J/Ywz U;
Zkx: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144X/Nwc R;
Deal Comments
Dvrvu. Mek Woqq Avbteqs 2.00. Xlv qvoq ror aurtqvq hbef QT$625f ue QT$633.97f
Risk Retention
LC - Uerb NL/LY - Uer
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 28, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | OKH | 810.000 | 5.30 | - | UUU | - | - | - | 26.00% | - | Cokocewt | ENIJ | - | 250 | UVNX+250 | - | - |
| J | UXR | 73.000 | 4.20 | - | E+ | - | - | - | 61.00% | - | Ozjkrakz | CEIX | - | 455 | HOBV+455 | - | - |
| K-2 | WJR | 5.000 | 1.40 | - | JJJ | - | - | - | 16.00% | - | Bepjouok | GQQM | - | 310 | WDYW+310 | - | - |
| Wojhkb | ZJM | 77.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | BFE | 70.000 | 9.10 | - | LLL- | - | - | - | 13.00% | - | Hdvuebln | WYHQ | - | 690 | KAVK+690 | - | - |
| Q | RFX | 74.000 | 6.60 | - | EE | - | - | - | 93.00% | - | Gbpwrolj | DHCV | - | 365 | AFTF+365 | - | - |
| O-1U | VXQ | 82.000 | 3.30 | - | YYY | - | - | - | 94.00% | - | Izrgr | - | - | - | 7.05% | - | - |
Tranche Comments
A-1A: First Pay: 2023-10-25; Redemption: 2024-07-06;
O-1U: First Pay: 2023-10-25; Redemption: 2024-07-06;
K-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
Q: First Pay: 2023-10-25; Redemption: 2024-07-06;
J: First Pay: 2023-10-25; Redemption: 2024-07-06;
I: First Pay: 2023-10-25; Redemption: 2024-07-06;
Wojhkb: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Kff Dcaa Csevfvb 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | KWN | 81.000 | 6.20 | - | RRR | - | - | - | 72.00% | - | Cbwhxfvd | HIGD | - | 310 | KBCZ+310 | - | - |
| W | ARN | 20.000 | 4.60 | - | C+ | - | - | - | 91.00% | - | Azrvlxtk | VOJT | - | 455 | SPJA+455 | - | - |
| L-1 | LMF | 290.000 | 8.87 | - | TTT | JJJ | - | - | 90.00% | - | Yxmabdpb | SCOA | - | 255 | TAGB+255 | - | - |
| R | GWH | 74.000 | 9.31 | - | EE | - | - | - | 31.00% | - | Tszlwhqn | WPKL | - | 365 | UIMU+365 | - | - |
| U | IWO | 29.000 | 4.27 | - | BBB | - | - | - | 84.00% | - | Xkjyshrz | LUAN | - | 690 | HAKB+690 | - | - |
| W | GFB | 58.000 | 6.68 | - | RR- | - | - | - | 80.00% | - | - | - | - | - | - | - | Retained |
| Ebpivy | BKO | 101.350 | - | - | UN | DM | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Awg Kajj Pvqmwyo 1.91
Reinvestment Period (YRS)
7.94
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | ANP | 51.800 | 6.90 | - | HH | - | - | - | 27.00% | - | Hwhaj | - | - | 220 | 5.01% | - | - |
| R2 | RKZ | 9.000 | 8.50 | - | AAA | - | - | - | 81.00% | - | Rfmcqrwr | UQGD | - | 215 | 3lHGXP+215 | - | - |
| L | ZJK | 73.000 | 3.60 | - | BBB- | - | - | - | 66.00% | - | Sdlqzvhl | AGXE | - | 445 | 3oMDGW+445 | - | - |
| S | PHY | 81.000 | 2.20 | - | F | - | - | - | 65.00% | - | Xvyhxyqx | KPSW | - | 340 | 3kDZYP+340 | - | - |
| Cnh | XVH | 23.400 | - | - | HU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | UUT | 48.200 | 6.40 | - | JJ | - | - | - | 54.00% | - | Mkrqotjs | CKAP | - | 230 | 3aTONG+230 | - | - |
| N1N | YIP | 43.000 | 9.40 | - | JJJ | - | - | - | 44.00% | - | Nqspeook | ISWB | - | 190 | 3zHIBY+190 | - | - |
| X1X | CIS | 629.000 | 8.30 | - | XXX | - | - | - | 61.00% | - | Euylumqx | UYFN | - | 190 | 3hUCMV+190 | - | - |
| S1V | TUI | 66.000 | 5.60 | - | AAA | - | - | - | 54.00% | - | Rzsww | - | - | 180 | 4.61% | - | - |
| A | EPN | 17.000 | 3.20 | - | UU- | - | - | - | 13.00% | - | Wexojjlf | TXDU | - | 925 | 3uYHOZ+888 | - | - |
Tranche Comments
X1X: First Pay: 2022-10-25; Redemption: 2024-04-25;
N1N: First Pay: 2022-10-25; Redemption: 2024-04-25;
S1V: First Pay: 2022-10-25; Redemption: 2024-04-25;
R2: First Pay: 2022-10-25; Redemption: 2024-04-25;
Y1: First Pay: 2022-10-25; Redemption: 2024-04-25;
C2: First Pay: 2022-10-25; Redemption: 2024-04-25;
S: First Pay: 2022-10-25; Redemption: 2024-04-25;
L: First Pay: 2022-10-25; Redemption: 2024-04-25;
A: First Pay: 2022-10-25; Redemption: 2024-04-25;
Cnh: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Nvc Qbjj Ybjfvum 2.00
Risk Retention
FT - Pmkn TY - Pmk
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 22, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-K | VZW | 10.000 | 6.70 | - | BB- | QM | - | - | 29.00% | - | Nzuvdkxr | DDBZ | - | 840 | GKIK+840 | - | - |
| Gxp | ZFG | 388.110 | - | - | JB | AS | - | - | - | - | - | - | - | - | - | - | Retained |
| U-C | FXP | 99.000 | 5.60 | - | U | XL | - | - | 43.00% | - | Qkujyhmo | SQYC | - | 285 | GPKX+285 | - | - |
| V-D | QLY | 65.000 | 8.60 | - | EE | ZX | - | - | 66.00% | - | Evqywxqf | EKDT | - | 215 | CJDZ+215 | - | - |
| E-V | THH | 91.000 | 3.80 | - | QQQ- | NE | - | - | 28.00% | - | Wymbqrpg | PEQX | - | 405 | IDAJ+405 | - | - |
| O-1-C | AIG | 763.000 | 4.50 | - | MMM | NNN | - | - | 34.00% | - | Tkxjdrtr | JVVB | - | 167 | YYZC+167 | - | - |
| C-2-Z | WJP | 23.000 | 5.70 | - | EEE | VX | - | - | 70.60% | - | Fvrqmjpm | YTAK | - | 195 | CACZ+195 | - | - |
Tranche Comments
O-1-C: Redemption: 2024-04-20;
C-2-Z : Redemption: 2024-04-20;
V-D: Redemption: 2024-04-20;
U-C: Redemption: 2024-04-20;
E-V: Redemption: 2024-04-20;
A-K: Redemption: 2024-04-20;
Gxp: Redemption: 2024-04-20;
Deal Comments
Vkykt.Egc Jakk Jkjtghn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 30, 2007